-49.8%
USAR vs VIVK
-100.0%
+50.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -27.5% | +21.6% | -5.0% |
| 7D | -21.8% | -68.7% | +46.9% | -19.5% |
| 30D | -39.9% | -90.0% | +50.1% | -37.1% |
| 3M | -52.5% | -98.1% | +45.5% | -49.4% |
| 6M | -67.9% | -99.9% | +32.0% | -63.4% |
| YTD | -31.1% | -99.9% | +68.8% | -22.4% |
| 1Y | -49.8% | -100.0% | +50.2% | -10.0% |
| All | -49.8% | -100.0% | +50.2% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VIVK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling